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Singular Spectrum Analysis (SSA) occupies a prominent place in the real signal analysis toolkit alongside Fourier and Wavelet analysis. In addition to the two aforementioned analyses, SSA allows the separation of patterns directly from the…

Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse fields such as finance, healthcare, ecology, and…

Methodology · Statistics 2024-07-08 Fabio Centofanti , Mia Hubert , Biagio Palumbo , Peter J. Rousseeuw

In this article, we propose a combination of an noise-reduction algorithm based on Singular Spectrum Analysis (SSA) and a standard feedforward neural prediction model. Basically, the proposed algorithm consists of two different steps: data…

Neural and Evolutionary Computing · Computer Science 2014-10-07 Yulia S. Maslennikova , Vladimir V. Bochkarev

This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…

Information Theory · Computer Science 2016-11-03 Hugo Reboredo , Francesco Renna , Robert Calderbank , Miguel R. D. Rodrigues

Accurate detection of infected individuals is one of the critical steps in stopping any pandemic. When the underlying infection rate of the disease is low, testing people in groups, instead of testing each individual in the population, can…

A prototypical blind signal separation problem is the so-called cocktail party problem, with n people talking simultaneously and n different microphones within a room. The goal is to recover each speech signal from the microphone inputs.…

Machine Learning · Computer Science 2013-06-11 Mikhail Belkin , Luis Rademacher , James Voss

Noisy labels are common in large-scale medical imaging datasets due to inter-observer variability and ambiguous cases. We propose a statistically grounded and task-agnostic framework, Standardized Loss Aggregation (SLA), for detecting noisy…

Computer Vision and Pattern Recognition · Computer Science 2026-05-21 Inhyuk Park , Doohyun Park

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

In this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

In applications of group testing in networks, e.g. identifying individuals who are infected by a disease spread over a network, exploiting correlation among network nodes provides fundamental opportunities in reducing the number of tests…

Information Theory · Computer Science 2023-03-21 Hesam Nikpey , Jungyeol Kim , Xingran Chen , Saswati Sarkar , Shirin Saeedi Bidokhti

We consider the problem of distribution-free conformal prediction and the criterion of group conditional validity. This criterion is motivated by many practical scenarios including hidden stratification and group fairness. Existing methods…

Machine Learning · Computer Science 2023-03-21 Samuel Deng , Navid Ardeshir , Daniel Hsu

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

Machine Learning · Statistics 2018-11-01 Abdi-Hakin Dirie , Abubakar Abid , James Zou

Group testing is a technique which avoids individually testing $n$ samples for a rare disease and instead tests $n < p$ pools, where a pool consists of a mixture of small, equal portions of a subset of the $p$ samples. Group testing saves…

Statistics Theory · Mathematics 2023-08-29 Richeek Das , Aaron Jerry Ninan , Adithya Bhaskar , Ajit Rajwade

In Group Synchronization, one attempts to find a collection of unknown group elements from noisy measurements of their pairwise differences. Several important problems in vision and data analysis reduce to group synchronization over various…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish

A signal recovery problem is considered, where the same binary testing problem is posed over multiple, independent data streams. The goal is to identify all signals, i.e., streams where the alternative hypothesis is correct, and noises,…

Methodology · Statistics 2022-11-08 Yiming Xing , Georgios Fellouris

We consider some computationally efficient and provably correct algorithms with near-optimal sample-complexity for the problem of noisy non-adaptive group testing. Group testing involves grouping arbitrary subsets of items into pools. Each…

Information Theory · Computer Science 2016-11-18 Chun Lam Chan , Sidharth Jaggi , Venkatesh Saligrama , Samar Agnihotri

A similarity label indicates whether two instances belong to the same class while a class label shows the class of the instance. Without class labels, a multi-class classifier could be learned from similarity-labeled pairwise data by meta…

Machine Learning · Computer Science 2020-02-18 Songhua Wu , Xiaobo Xia , Tongliang Liu , Bo Han , Mingming Gong , Nannan Wang , Haifeng Liu , Gang Niu

Principal component analysis (PCA) is a well-known tool in multivariate statistics. One significant challenge in using PCA is the choice of the number of components. In order to address this challenge, we propose an exact distribution-based…

Methodology · Statistics 2015-06-02 Yunjin Choi , Jonathan Taylor , Robert Tibshirani

Group sequential design (GSD) is widely used in clinical trials in which correlated tests of multiple hypotheses are used. Multiple primary objectives resulting in tests with known correlations include evaluating 1) multiple experimental…

Methodology · Statistics 2021-03-22 Keaven M. Anderson , Zifang Guo , Jing Zhao , Linda Z. Sun

Group-testing refers to the problem of identifying (with high probability) a (small) subset of $D$ defectives from a (large) set of $N$ items via a "small" number of "pooled" tests. For ease of presentation in this work we focus on the…

Information Theory · Computer Science 2013-07-11 Sheng Cai , Mohammad Jahangoshahi , Mayank Bakshi , Sidharth Jaggi